S&P500 Index

VIX (CBOE Volatility Index)

VIX Futures Curve

On Tuesday, when SPX dropped and VIX spiked, the whole VIX futures curve shifted a bit higher and flattened a bit, but eventually ended the week slightly lower than the Friday before.

Macro Data This Week

There are lots of interesting macro data scheduled for this week: Retail Sales, CPI, PPI, Empire Manufacturing, Philly Fed, Michigan Sentiment, and – not least – FOMC Announcement on Tuesday. Outside the US, there will also be announcements by Bank of Japan (Tuesday) and Swiss National Bank (Thursday), and Eurozone CPI (Wednesday), which could be particularly interesting.

DST On in the US, Not in Europe Yet

For those of you looking at markets outside your timezone, note that there may be a time difference other than usual, as daylight saving time already started in some places (including the US and Canada), but not yet in some other places (including Europe). For example, the time difference between mainland Europe (CET) and New York (EST – now EDT) is 5 hours this and the next week, instead of the usual 6 hours. You can download an Excel spreadsheet with DST start and end dates for 1998-2015 in Free Downloads.

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